-75.4%
NKE vs TOST
-38.4%
-37.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -0.2% | +9.4% | -9.6% | -2.2% |
| 30D | +12.3% | +13.5% | -1.2% | +9.2% |
| 3M | -7.1% | -0.1% | -7.0% | -7.3% |
| 6M | -10.3% | +22.5% | -32.8% | -14.9% |
| YTD | -37.8% | -2.4% | -35.5% | -38.4% |
| 1Y | -35.6% | -4.7% | -30.9% | -36.0% |
| 3Y | -61.4% | +103.2% | -164.6% | -68.7% |
| All | -75.4% | -38.4% | -37.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling